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'UMVU Estimation, Ancillarity' Video Lecture
UMVU Estimation, Ancillarity
Course
:
Statistical Inference
Discipline
:
Mathematics
Faculty
: Prof. Somesh Kumar
Institute
:
IIT Kharagpur
UMVU Estimation, Ancillarity
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Statistical Inference (Mathematics)
Video Lectures by
Prof. Somesh Kumar
from
IIT Kharagpur
through NPTEL.
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Invariance - I
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Course Video Lectures
Introduction and Motivation
Basic Concepts of Point Estimations - I
Basic Concepts of Point Estimations - II
Finding Estimators - I
Finding Estimators - II
Finding Estimators - III
Properties of MLEs
Lower Bounds for Variance - I
Lower Bounds for Variance - II
Lower Bounds for Variance - III
Lower Bounds for Variance - IV
Sufficiency
Sufficiency and Information
Minimal Sufficiency, Completeness
UMVU Estimation, Ancillarity
Invariance - I
Invariance - II
Bayes and Minimax Estimation - I
Bayes and Minimax Estimation - II
Bayes and Minimax Estimation - III
Testing of Hypotheses : Basic Concepts
Neyman Pearson Fundamental Lemma
Applications of NP lemma
UMP Tests
UMP Tests (Contd.)
UMP Unbiased Tests
UMP Unbiased Tests (Contd.)
UMP Unbiased Tests : Applications
Unbiased Tests for Normal Populations
Unbiased Tests for Normal Populations (Contd...
Likelihood Ratio Tests - I
Likelihood Ratio Tests - II
Likelihood Ratio Tests - III
Likelihood Ratio Tests - IV
Invariant Tests
Test for Goodness of Fit
Sequential Procedure
Sequential Procedure (Contd.)
Confidence Intervals
Confidence Intervals (Contd.)
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